Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.75% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3202 | 5.41 | |
| 0.1823 | 5.67 | |
| 0.7025 | 16.49 | |
| 0.0008 | 0.01 | |
| 0.0795 | 0.87 | |
| -0.1100 | -1.05 | |
| -0.0088 | -0.08 | |
| 0.1696 | 1.86 | |
| -0.2889 | -3.25 | |
| 0.2863 | 2.96 | |
| -0.1894 | -2.31 | |
| 0.0629 | 1.23 |
Estimation Period:
Jan 30, 2003 to Feb 20, 2026
Jan 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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